+5,656.1%
LITE vs USB
+101.6%
+5,554.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.7% |
| 7D | +12.6% | +2.1% | +10.5% | +11.4% |
| 30D | +9.9% | -2.3% | +12.2% | +11.0% |
| 3M | +9.3% | +13.9% | -4.6% | +2.3% |
| 6M | +75.2% | +21.6% | +53.6% | +58.5% |
| YTD | +165.5% | +19.3% | +146.1% | +141.8% |
| 1Y | +555.0% | +33.6% | +521.4% | +465.9% |
| 3Y | +1,870.5% | +97.7% | +1,772.7% | +1,352.5% |
| 5Y | +1,009.8% | +40.4% | +969.4% | +813.6% |
| 10Y | +2,502.5% | +105.9% | +2,396.6% | +1,702.9% |
| All | +5,656.1% | +101.6% | +5,554.5% | +3,493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling